The components which are to be connected with each other are in particular the pipes of the exhaust gas system, which conduct the exhaust gas flow from an outlet manifold to a catalytic converter or a silencer, for example. With regard to the high temperatures and the high dynamic stresses to which the components of an exhaust gas system are exposed, such components hitherto always have been connected through a weld seam. In fact, there arise some disadvantages if the components of an exhaust gas system are welded to each other. For one thing, for carrying out the method comparatively much floor space is needed for an automatic welding machine or a welding robot, for instance. In both cases, the components which are to be welded to each other have to be moved relative to the welding head. This is why complex devices are required for the fixation of the components to be welded to each other, accompanied by high dynamic loading. These devices have a relatively high space requirement in the welding cabin and for their storage. Moreover, very many devices have to be kept in stock because for each design a new device is required as a general rule. In addition it has turned out that a weld seam has a detrimental effect on the strength. Specifically, the weld seam results in an abrupt change in cross-section of the connected components and correspondingly in an alteration of the rigidity of the exhaust gas system, giving rise to a stress concentration in the region of the weld seam. It is in particular the region of the weld seam root or undercut which possibly is the origin for the formation of cracks. Finally, the heat which is introduced into the two components during welding results in a welding-provoked distortion which after welding has to be individually corrected on a straightening bench, if necessary. Despite of all these disadvantages it has generally become accepted in the field of exhaust gas systems to weld components to each other; it is the prevailing opinion in prior art that this is the only way to create a connection of components which withstands the occurring temperature stresses and dynamic stresses.